High-Dimensional Portfolio Selection with Cardinality Constraints
, 2022 Jin‐Hong Du, Yifeng Guo, Xueqin Wang
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The elaborated method is applied to research and development for project portfolio selection to achieve investment objectives controlling risk. DMAIC framework applies proven stochastic techniques to risk management: i) Define: Optimization resolves an Efficient Frontier of portfolios for the desired range of expected return with an initially defined ...
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A novel method based on clustering and decision-making for construction project portfolio selection. [PDF]
PLoS OneKhalilzadeh M, Taebi P, Heidari A.
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Regime-dependent Robust Risk Measures with Application in Portfolio Selection
, 2014 Jia Liu, Zhiping Chen
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Portfolio selection and fractal market hypothesis: Evidence from the London stock exchange
, 2023 Hakan Aygören, Umut Uyar
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A spectral Fletcher-Reeves conjugate gradient method with integrated strategy for unconstrained optimization and portfolio selection. [PDF]
PLoS OneSalihu N +4 more
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Innovative deep matching algorithm for stock portfolio selection using deep stock profiles. [PDF]
PLoS One, 2020 Guo G, Rao Y, Zhu F, Xu F.
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Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]
J Time Ser EconomBurda M, Schroeder AK.
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Linguistic Z-number weighted averaging operators and their application to portfolio selection problem. [PDF]
PLoS One, 2020 Mahmoodi AH +4 more
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Algorithmic Trading in Limit Order Books for Online Portfolio Selection
, 2017 Youngmin Ha
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